Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47702.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46307.83 Kr¶

PnL: ---------------------------------------> -580.74 Kr¶

DD now: ---------------------------------> -1.907 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:44:20.078189'

Anic Portfolio¶

Today¶

Return: -0.69 %¶

This Week¶

Return: 0.356 %¶

Total¶

Return: 56.166 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.820000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -4.980000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.890000 427.200000 72.200000 20.340000 355.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Boozt 12 -0.210000 1690.800000 36.800000 2.220000 1653.999996
OEM International B 7 0.640000 552.300000 24.300000 4.600000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -0.180000 544.800000 17.800000 3.380000 527.000000
SAAB B 8 1.870000 3393.600000 16.600000 0.490000 3377.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -4.890000 256.800000 10.800000 4.390000 246.000000
Essity B 2 -0.030000 582.600000 8.600000 1.500000 574.000000
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Nordea Bank Abp 29 -0.370000 3455.640000 1.640000 0.050000 3453.999992
Resurs Holding 22 -1.880000 574.860000 0.860000 0.150000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Swedbank A 3 -0.480000 561.150000 -2.850000 -0.510000 564.000000
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Handelsbanken A 5 -1.230000 542.750000 -3.250000 -0.600000 546.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.500000 522.600000 -11.400000 -2.130000 533.999999
Sampo Oyj SDB 7 0.280000 3804.500000 -45.500000 -1.180000 3850.000000
International Petroleum Corp. 5 1.780000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
OX2 18 -0.480000 1495.800000 -168.200000 -10.110000 1663.999992
Axfood 13 0.180000 3586.700000 -169.300000 -4.510000 3756.000001
Fasadgruppen Group 35 0.610000 3451.000000 -360.000000 -9.450000 3810.999990
Ovzon 52 -5.010000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46307.830000 -580.740000 -1.90658% 46888.564618

Updated:¶

'2023-01-17 15:44:32.273107'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶